+108.5%
AMD vs ROP
+7.0%
+101.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.0% | +14.3% | +12.4% |
| 7D | +8.9% | -1.6% | +10.6% | +7.8% |
| 30D | -16.4% | +29.5% | -45.9% | +2.6% |
| 3M | +5.2% | +17.5% | -12.3% | +21.4% |
| 6M | +11.7% | +38.1% | -26.3% | +43.9% |
| YTD | +137.5% | +7.0% | +130.5% | +199.0% |
| All | +108.5% | +7.0% | +101.4% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling